Considering a Poisson process observed on a bounded, fixed interval, we are interested in the problem of detecting an abrupt change in its distribution, characterized by a jump in its intensity. Formulated as an off-line change-point problem, we address two distinct questions : the one of detecting a change-point and the one of estimating the jump location of such change-point once detected. This study aims at proposing a non-asymptotic minimax testing set-up, first to construct a minimax and adaptive detection procedure and then to give a minimax study of a multiple testing procedure designed for change-point localisation.
Mathieu Ribatet vous invite à une réunion Zoom planifiée.
Sujet : Séminaire de Fabrice Grela Heure : 9 févr. 2021 11:00 AM Paris
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